S&P/NZX 50 Total Return Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.26%
decreased by 0.12%
1 Week
12.22%
decreased by 0.16%
1 Month
12.07%
decreased by 0.31%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 24.91 | |
| 0.0661 | 20.11 | |
| 0.8769 | 364.60 | |
| 0.0717 | 11.13 |
Estimation Period:
Feb 21, 2003 to Apr 2, 2026
Feb 21, 2003 to Apr 2, 2026
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